-5.9%
SAP vs HBM
+47.3%
-53.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +4.2% |
| 7D | +1.3% | -5.8% | +7.2% | +1.3% |
| 30D | +15.5% | -18.5% | +34.0% | +15.6% |
| 3M | +22.8% | -10.3% | +33.1% | +22.9% |
| 6M | +42.5% | +2.1% | +40.3% | +42.3% |
| YTD | +0.5% | +12.0% | -11.5% | -2.4% |
| 1Y | -5.9% | +49.8% | -55.7% | -13.4% |
| All | -5.9% | +47.3% | -53.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling